+97.5%
REGN vs FIVE
+491.7%
-394.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.7% |
| 7D | -5.6% | -3.0% | -2.6% | -5.2% |
| 30D | -2.0% | +2.7% | -4.7% | -2.4% |
| 3M | +28.0% | +21.1% | +6.8% | +24.5% |
| 6M | +1.2% | +11.9% | -10.8% | -1.0% |
| YTD | +1.6% | +29.9% | -28.2% | -2.5% |
| 1Y | +38.2% | +67.8% | -29.6% | +27.8% |
| 3Y | -5.4% | +52.8% | -58.1% | -14.8% |
| 5Y | +21.3% | +31.3% | -10.0% | +8.8% |
| All | +97.5% | +491.7% | -394.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling